RE: Quantlib within a multithreaded architecture.

Posted by Ferdinando Ametrano-4 on
URL: http://quantlib.414.s1.nabble.com/ANN-QuantLib-0-3-7-released-tp3088p3093.html

Hi Toyin

>I seem to remember that there was an explicit Today's Date parameter
>associated with the Yieldcurve object within QuantLib 0.3.7.

right

>Thus you had a local Today's Date associated with the yieldCurve. Need to
>compute Theta? No problem, shift the date within the YieldCurve. No side
>effects on other functions or fancy threading.
>Why did this TodaysDate parameter vanish from earlier versions of QuantLib?

one of the reason YieldCurve's TodaysDate disappeared is exactly to have a
more robust day-theta, that is you shift TodaysDate in the Settings and
you'll get the whole effect of day-shifting, including any possible
contributions from those objects you didn't know you had a theta dependence
from

As for the threading problem: Luigi's proposal sounds very very good to me.

ciao -- Nando


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